Wednesday, August 28, 2019

Octeract

I don't know what or who this is.

This seems to be a parallel deterministic solver for non-convex MINLPs.  Some things I noticed:


  • !np.easy : cute (but nonsense of course: some problems just remain difficult).
  • "The first massively parallel Deterministic Global Optimization solver for general non-convex MINLPs."
  • Symbolic manipulation: like some other global solvers they need the symbolic form of the problem so they can reason about this. I.e. no black-box problems.
  • Support for AMPL and Pyomo
  •  "Octeract Engine has implementations of algorithms that guarantee convergence to a global optimum in finite time. The correctness of the majority of the calculations are ensured through a combination of interval arithmetic and infinite precision arithmetic."
  • It looks like the benchmarks [3] are against itself (so always a winner). 
  • "Massively parallel" makes me think about thousands of cores. The benchmarks do not seem to report anything like this (mostly 1,4 and 8 cores).
  • I don't see any names on the web site. The About Company section is unusually vague. I received some more links with additional background info [4,5].

Some of the competing solvers are Baron, Couenne, and Antigone.

References


  1. https://octeract.com/ 
  2. Manual: https://octeract.com/wp-content/uploads/2019/08/user_manual.pdf
  3. Benchmarks: https://octeract.com/benchmarks/
  4. Presentation: https://www.youtube.com/watch?v=ayZ3iHmQUak
  5. PhD thesis: https://spiral.imperial.ac.uk/bitstream/10044/1/45359/1/Kazazakis-N-2017-PhD-Thesis.pdf

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